Pages that link to "Item:Q5020923"
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The following pages link to Asymptotic for LS estimators in the EV regression model for dependent errors (Q5020923):
Displaying 13 items.
- On consistency of least square estimators in the simple linear EV model with negatively orthant dependent errors (Q527078) (← links)
- Central limit theorems for LS estimators in the EV regression model with dependent measure\-ments (Q634854) (← links)
- Asymptotic properties for LS estimators in EV regression model with dependent errors (Q1635013) (← links)
- Asymptotics for weakly dependent errors-in-variables (Q2868778) (← links)
- Asymptotic Normality of LS Estimators in the Simple Linear EV Regression Model with PA Errors (Q4904687) (← links)
- Asymptotic properties of LS estimator in nonlinear functional EV models (Q5039798) (← links)
- (Q5209553) (← links)
- Consistency of LS estimators in the EV regression model with martingale difference errors (Q5263971) (← links)
- MDP for estimators in EV regression models with α-mixing errors (Q5263972) (← links)
- Complete \(f\)-moment convergence for maximal randomly weighted sums of arrays of rowwise widely orthant dependent random variables and its statistical applications (Q6126013) (← links)
- Weak convergence for weighted sums of a class of random variables with related statistical applications (Q6132709) (← links)
- Some convergence properties for arrays of rowwise asymptotically almost negatively associated random variables under sub-linear expectations (Q6596380) (← links)
- The convergence properties for randomly weighted sums of widely negative dependent random variables under sub-linear expectations with related statistical applications (Q6648831) (← links)
